UPS цепочка опционов United Parcel Service, Inc.
Каждая строка — один страйк. Левая половина — call, правая — put. Bid/ask — текущие котировки покупателей и продавцов; объём — количество контрактов, заключённых в эту сессию; открытый интерес — действующие контракты. Выделенная строка ближайшая к текущей цене акции.
Данная экспирация закладывает в цену движение примерно ±7.5% (90.10–104.80) · ATM IV 48.1% · P/C открытого интереса 0.72
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Бид | Спросить | Объём | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Бид | Спросить | Объём | OI | IV | Δ | Γ | Θ | |
| 36.30 | 38.95 | 102.8% | 0.99 | 0.0011 | -0.015 | 60 | 0 | 0.6000 | 138.9% | -0.01 | 0.0011 | -0.015 | ||||
| 31.25 | 33.95 | 2 | 69.8% | 0.99 | 0.0016 | -0.017 | 65 | 0 | 0.6000 | 119.0% | -0.01 | 0.0016 | -0.017 | |||
| 26.20 | 28.95 | 1 | 0.98 | 0.0024 | -0.019 | 70 | 0 | 0.6300 | 2 | 101.4% | -0.02 | 0.0024 | -0.019 | |||
| 21.35 | 24.00 | 63.1% | 0.98 | 0.0039 | -0.022 | 75 | 0 | 0.0800 | 21 | 59.6% | -0.02 | 0.0039 | -0.022 | |||
| 16.35 | 19.05 | 4 | 51.2% | 0.97 | 0.0068 | -0.028 | 80 | 0.0300 | 0.5600 | 5 | 369 | 65.6% | -0.03 | 0.0068 | -0.028 | |
| 15.40 | 18.05 | 50.6% | 0.96 | 0.0078 | -0.029 | 81 | 0.0100 | 0.7200 | 5 | 65.4% | -0.04 | 0.0078 | -0.029 | |||
| 14.40 | 16.75 | 0.96 | 0.0089 | -0.032 | 82 | 0.0100 | 0.4800 | 8 | 56.7% | -0.04 | 0.0090 | -0.032 | ||||
| 13.70 | 15.75 | 44.7% | 0.95 | 0.0104 | -0.035 | 83 | 0.0800 | 0.5100 | 83 | 55.8% | -0.05 | 0.0104 | -0.035 | |||
| 12.75 | 14.80 | 45.1% | 0.94 | 0.0121 | -0.039 | 84 | 0.0100 | 0.6400 | 3 | 57 | 53.7% | -0.06 | 0.0122 | -0.039 | ||
| 11.80 | 13.85 | 44.8% | 0.93 | 0.0142 | -0.044 | 85 | 0.1900 | 0.3800 | 21 | 334 | 48.8% | -0.07 | 0.0143 | -0.044 | ||
| 10.95 | 12.40 | 31.5% | 0.91 | 0.0166 | -0.051 | 86 | 0.2700 | 0.6500 | 19 | 304 | 51.6% | -0.09 | 0.0167 | -0.051 | ||
| 10.15 | 11.95 | 46.7% | 0.90 | 0.0194 | -0.058 | 87 | 0.4100 | 0.6000 | 52 | 262 | 49.4% | -0.10 | 0.0195 | -0.058 | ||
| 9.20 | 11.05 | 45.3% | 0.88 | 0.0224 | -0.066 | 88 | 0.5600 | 0.7800 | 8 | 315 | 50.0% | -0.13 | 0.0225 | -0.067 | ||
| 8.45 | 10.45 | 2 | 49.4% | 0.85 | 0.0255 | -0.075 | 89 | 0.5100 | 0.8900 | 10 | 172 | 46.9% | -0.15 | 0.0256 | -0.075 | |
| 7.70 | 8.80 | 30 | 55 | 41.0% | 0.82 | 0.0287 | -0.084 | 90 | 0.8500 | 1.01 | 107 | 1,080 | 47.8% | -0.18 | 0.0289 | -0.085 |
| 6.90 | 8.50 | 3 | 46.1% | 0.79 | 0.0318 | -0.093 | 91 | 1.07 | 1.25 | 53 | 394 | 47.9% | -0.21 | 0.0320 | -0.094 | |
| 6.25 | 7.25 | 1 | 16 | 42.7% | 0.75 | 0.0347 | -0.102 | 92 | 1.31 | 1.48 | 24 | 450 | 47.5% | -0.25 | 0.0349 | -0.103 |
| 5.80 | 6.45 | 117 | 44.3% | 0.72 | 0.0374 | -0.110 | 93 | 1.59 | 1.82 | 66 | 289 | 47.7% | -0.29 | 0.0376 | -0.111 | |
| 4.90 | 6.10 | 122 | 228 | 45.0% | 0.68 | 0.0397 | -0.117 | 94 | 1.83 | 2.21 | 140 | 501 | 47.4% | -0.33 | 0.0399 | -0.118 |
| 4.55 | 5.15 | 95 | 476 | 44.7% | 0.63 | 0.0416 | -0.122 | 95 | 2.12 | 2.59 | 231 | 582 | 46.7% | -0.37 | 0.0418 | -0.123 |
| 4.20 | 4.55 | 24 | 161 | 46.1% | 0.59 | 0.0430 | -0.126 | 96 | 2.62 | 3.25 | 73 | 150 | 48.8% | -0.41 | 0.0433 | -0.127 |
| 3.60 | 4.40 | 87 | 159 | 48.2% | 0.55 | 0.0440 | -0.129 | 97 | 3.15 | 3.55 | 61 | 112 | 48.0% | -0.46 | 0.0443 | -0.130 |
| 3.20 | 3.50 | 235 | 432 | 46.1% | 0.50 | 0.0444 | -0.129 | 98 | 3.50 | 4.30 | 52 | 63 | 48.5% | -0.50 | 0.0447 | -0.130 |
| 2.68 | 3.05 | 190 | 233 | 45.5% | 0.46 | 0.0443 | -0.128 | 99 | 4.15 | 4.75 | 17 | 36 | 48.4% | -0.54 | 0.0447 | -0.129 |
| 2.22 | 2.57 | 251 | 1,574 | 44.6% | 0.42 | 0.0438 | -0.125 | 100 | 4.70 | 5.50 | 19 | 132 | 49.1% | -0.59 | 0.0441 | -0.126 |
| 1.80 | 2.22 | 193 | 331 | 44.0% | 0.37 | 0.0427 | -0.121 | 101 | 5.35 | 6.15 | 10 | 35 | 49.3% | -0.63 | 0.0431 | -0.122 |
| 1.61 | 1.88 | 112 | 672 | 44.8% | 0.33 | 0.0412 | -0.115 | 102 | 5.95 | 6.85 | 15 | 48.9% | -0.67 | 0.0416 | -0.116 | |
| 1.20 | 1.58 | 32 | 243 | 43.6% | 0.29 | 0.0393 | -0.107 | 103 | 6.70 | 7.60 | 24 | 49.5% | -0.71 | 0.0397 | -0.108 | |
| 1.04 | 1.50 | 20 | 109 | 45.5% | 0.25 | 0.0370 | -0.099 | 104 | 7.40 | 8.65 | 1 | 18 | 51.5% | -0.75 | 0.0374 | -0.100 |
| 0.9000 | 1.15 | 140 | 1,008 | 44.9% | 0.22 | 0.0343 | -0.090 | 105 | 7.70 | 9.25 | 35 | 46.1% | -0.79 | 0.0348 | -0.091 | |
| 0.6500 | 0.9000 | 7 | 1,167 | 43.5% | 0.19 | 0.0314 | -0.081 | 106 | 8.40 | 10.10 | 45.2% | -0.82 | 0.0320 | -0.082 | ||
| 0.5800 | 0.8100 | 64 | 207 | 44.9% | 0.16 | 0.0284 | -0.072 | 107 | 9.25 | 10.90 | 3 | 44.6% | -0.85 | 0.0290 | -0.073 | |
| 0.4200 | 0.6200 | 21 | 50 | 43.8% | 0.13 | 0.0254 | -0.064 | 108 | 10.70 | 11.90 | 52.4% | -0.87 | 0.0259 | -0.065 | ||
| 0.3300 | 0.6000 | 1 | 12 | 45.1% | 0.11 | 0.0224 | -0.057 | 109 | 11.00 | 12.80 | 1 | 45.9% | -0.90 | 0.0230 | -0.058 | |
| 0.2700 | 0.4300 | 40 | 357 | 44.3% | 0.10 | 0.0198 | -0.051 | 110 | 11.90 | 13.75 | 16 | 21 | 46.3% | -0.91 | 0.0203 | -0.052 |
| 0.2000 | 0.3800 | 1 | 210 | 44.7% | 0.08 | 0.0175 | -0.046 | 111 | 12.70 | 14.80 | 46.2% | -0.93 | 0.0179 | -0.047 | ||
| 0.0500 | 0.3800 | 16 | 44.1% | 0.07 | 0.0155 | -0.042 | 112 | 13.65 | 15.85 | 48.6% | -0.94 | 0.0158 | -0.043 | |||
| 0.0900 | 0.2600 | 1 | 33 | 44.4% | 0.06 | 0.0137 | -0.038 | 113 | 14.35 | 16.80 | 41.8% | -0.95 | 0.0140 | -0.039 | ||
| 0.0500 | 0.3800 | 1 | 269 | 50.5% | 0.05 | 0.0110 | -0.033 | 115 | 16.75 | 19.00 | 60.1% | -0.96 | 0.0111 | -0.034 | ||
| 0 | 0.4000 | 3 | 7 | 59.9% | 0.03 | 0.0068 | -0.025 | 120 | 21.20 | 24.00 | 57.4% | -0.98 | 0.0067 | -0.025 | ||
| 0 | 0.6100 | 1 | 74.8% | 0.02 | 0.0046 | -0.021 | 125 | 26.20 | 29.00 | 66.4% | -0.98 | 0.0044 | -0.020 | |||
| 0 | 0.3100 | 74.6% | 0.02 | 0.0034 | -0.018 | 130 | 31.75 | 34.20 | 95.5% | -0.99 | 0.0030 | -0.016 | ||||
| 0 | 0.6000 | 92.3% | 0.01 | 0.0026 | -0.016 | 135 | 36.10 | 39.20 | 87.3% | -0.99 | 0.0022 | -0.013 | ||||
| 0 | 0.6000 | 100.4% | 0.01 | 0.0020 | -0.014 | 140 | 41.10 | 44.20 | 95.2% | -0.99 | 0.0017 | -0.011 | ||||
| 0 | 0.5900 | 107.8% | 0.01 | 0.0016 | -0.013 | 145 | 46.30 | 49.00 | 102.7% | -0.99 | 0.0013 | -0.010 | ||||
Отображаемые страйки: в пределах ±50% от цены базового актива. Внутренняя стоимость = max(0, цена − страйк) для call, max(0, страйк − цена) для put; внешняя = цена опциона − внутренняя стоимость. Греки и IV, рассчитанные на основе биржевого фида.
Улыбка волатильности — Oct 30, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.